Dielectric capacitors with a fast charging/discharging rate, high power density, and long‐term stability are essential components in modern electrical devices. However, miniaturizing and integrating capacitors face a persistent challenge in improving their energy density (Wrec) to satisfy the specifications of advanced electronic systems and applications. In this work, leveraging phase‐field simulations, we judiciously designed a novel lead‐free relaxor ferroelectric material for enhanced energy storage performance, featuring flexible distributed weakly polar endotaxial nanostructures (ENs) embedded within a strongly polar fluctuation matrix. The matrix contributes to substantially enhanced polarization under an external electric field, and the randomly dispersed ENs effectively optimize breakdown phase proportion and provide a strong restoring force, which are advantageous in bolstering breakdown strength and minimizing hysteresis. Remarkably, this relaxor ferroelectric system incorporating ENs achieves an exceptionally high Wrec value of 10.3 J/cm3, accompanied by a large energy storage efficiency (η) of 85.4%. This work introduces a promising avenue for designing new relaxor materials capable of capacitive energy storage with exceptional performance characteristics.